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Assignment 1

This document provides 11 problems related to probability and random processes. The problems cover topics such as defining sample spaces, determining probabilities of outcomes, describing equivalent random experiments using dice or cards, finding recursion formulas for sample means, and describing events in terms of other events. The goal is to practice skills related to defining and analyzing random experiments and calculating probabilities.

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99 views

Assignment 1

This document provides 11 problems related to probability and random processes. The problems cover topics such as defining sample spaces, determining probabilities of outcomes, describing equivalent random experiments using dice or cards, finding recursion formulas for sample means, and describing events in terms of other events. The goal is to practice skills related to defining and analyzing random experiments and calculating probabilities.

Uploaded by

Alaa
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Carleton University Probability and Random Processes

Department of Systems and SYSC 2510


Computer Engineering A. H. Banihashemi

Problem Set #1

1. A random experiment consists of selecting two balls in succession from an urn containing
two black balls and and one white ball.

(a) Specify the sample space for this experiment.


(b) Suppose that the experiment is modified so that the ball is immediately put back into
the urn after the first selection. What is the sample space now?
(c) What is the relative frequency of the outcome (white, white) in a large number of
repetitions of the experiment in part (a)? In part (b)?
(d) Does the outcome of the second draw from the urn depend in any way on the outcome
of the first draw in either of these experiments?

2. Explain how the following experiments are equivalent to random urn experiments:

(a) A flip of a fair coin;


(b) A toss of a pair of fair dice;
(c) A draw from a deck of 52 distinct cards.

3. A random experiment has sample space S = {a, b, c} and probabilities pa = 17 , pb = 27 , and


pc = 74 . Describe an urn experiment that can be used to simulate this random experiment.

4. Let A be an event associated with outcomes of a random experiment, and let the event B
be defined as ”event A does not occur.” Show that fB (n) = 1 − fA (n).

5. The sample mean for a series of numerical outcomes X(1), X(2), . . . , X(n) of a sequence of
random experiments is defined by
n
1X
hXin = X(j),
n
j=1

Show that the sample mean satisfies the recursion formula:

X(n) − hXin−1
hXin = hXin−1 + , hXi0 = 0.
n

1
6. The sample mean-squared value of the numerical outcomes X(1), X(2), . . . , X(n) of a series
of n repetitions of an experiment is defined by
n
1X 2
hX 2 in = X (j),
n
j=1

(a) What would you expect this expression to converge to as the number of repetitions n
becomes very large?
(b) Find a recursion formula for hX 2 in similar to the one found in Problem 5.

7. A die is tossed twice and the number of dots facing up is counted and noted in the order of
occurrence.

(a) Find the sample space.


(b) Find the set A corresponding to the event ”total number of dots showing is even.”
(c) Find the set B corresponding to the event ”both dice are even.”
(d) Does A imply B or does B imply A?
(e) Find A ∩ B c and describe this event in words.
(f) Let C correspond to the event ”number of dots in die differ by 1.” Find A ∩ C.

8. Two dice are tossed and the total number of dots facing up is counted and noted.

(a) Find the sample space.


(b) Find the set A corresponding to the event ”total number of dots showing is even.”
(c) Express each of the elementary events in this experiment as the union of elementary
events from Problem 7.

9. A die is tossed and the number N1 of dots facing up is counted and noted; an integer N2 is
then selected at random from the range 1 to N1

(a) Find the sample space.


(b) Find the set of outcomes corresponding to the event ”die shows four dots facing up.”
(c) Find the set of outcomes corresponding to the event ”N2 = 3.”
(d) Find the set of outcomes corresponding to the event ”N2 = 6.”

10. A desk drawer contains five pens, three of which are dry.

(a) The pens are selected at random one by one until a good pen is found. The sequence
of test results is noted. What is the sample space?

2
(b) Suppose that only the number, and not the sequence, of pens tested in part (a) is
noted. Specify the sample space.
(c) Suppose that the pens are selected one by one and tested unti1 both good pens have
been identified, and the sequence of test results is noted. What is the sample space?
(d) Specify the sample space in part (c) if only the number of pens tested is noted.

11. The sample space of an experiment is the real line. Let the events A and B correspond to
the following subsets of the real line: A = (−∞, r] and B = (−∞, s], where r ≤ s. Find
an expression for the event C = (r, s] in terms of A and B. Show that B = A ∪ C and
A ∩ C = ∅.

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